Symmetry groups and translation invariant representations of Markov processes

DOI10.1214/AOP/1176990441zbMATH Open0732.60079OpenAlexW1964254043MaRDI QIDQ808531FDOQ808531

Authors: Joseph Glover 

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990441

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zbMATH Keywords

Markov processLie groupspotential theorytopological groupsinvariant processMackey-Weil topology

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Cited In (14)

• Multiplicative Symmetry Groups of Markov Processes
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• The model-specific Markov embedding problem for symmetric group-based models
• Symmetries of stochastic differential equations: a geometric approach
• Symmetry groups of Markov processes
• Random transformations and invariance of semimartingales on Lie groups
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• Some recent developments on Lie symmetry analysis of stochastic differential equations
• Symmetries and functions of Markov processes
• Symmetry groups of Markov processes and the diagonal principle
• Symmetries of stochastic differential equations using Girsanov transformations
• Symmetry of stochastic non-variational differential equations
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